hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-long-4h | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
51.26
Total PnL
-948.74 (-94.87%)
Total Trades (Win/Los)
168 (114/54)
Win Rate
67.86%
Max Drawdown
988.74 (95.90%)
Total Fees
35.29
Position avg (max), %
99.71 (100.06)
Profit Factor
0.51
Duration (days)
151.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -66.00% 6.59% -79.28% -38.80% 11.54% — — — — — — — -94.87%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-06-01
Days in test 151.0
Months in test 6
Months with data 5
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 51.26
Min balance 42.30
Max balance 1031.04
Monthly Performance
Metric Value
Average monthly return (geometric), % -44.80
Average monthly return (arithmetic), % -33.19
Best month, % 11.54
Worst month, % -79.28
PnL, Volume & Fees
Metric Value
Total PnL -948.74
Total PnL, % -94.87
Gross profit 959.12
Gross loss 1870.87
Trading volume (USDT) 98034.23
Total transactions (buy/sell) 336
Total fees 35.29
Funding net -1.69
Funding accrued (received) 0.00
Funding paid 1.69
Trades
Metric Value
Total Trades 168
Win Trades 114
Los Trades 54
Win Rate, % 67.86
Expectancy per trade -5.4271
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.71
Position max, % of margin balance 100.06
Max Drawdown 988.74
Max Drawdown, % 95.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.5127
Recovery Factor (Total PnL / Max DD) -0.9595
Sharpe ratio (monthly) -3.1142
Sortino ratio (monthly) -2.3327
CAGR, % -99.92
Calmar ratio (CAGR / Max DD%) -1.0420
Open Positions Size (USDT)
Strategy Charts
PIPPINUSDT 4h mrs2 | PnL: -911.75 | Fee: 35.29 | Vol: 98034.23
Details
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  "is_runing": true,
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  "tg_notification": {
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    "notification_position": true,
    "notification_zz_new_level": false,
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    "account": "st",
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
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    "bitmex_limit_post_only": true,
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    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
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    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
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  "options": null,
  "filter": null,
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  "hd": null,
  "zz": null,
  "zigzag": null,
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
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  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": {
    "allow_close_by_market_order": false,
    "unconditional_placement": false,
    "only_profit": false,
    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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      "side": "",
      "type": "SMA",
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    "ma_short": {
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    },
    "ma_close_long": {
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      "type": "SMA",
      "source": "ohlc4",
      "len": 2,
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      "order_type": "limit",
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    },
    "ma_close_short": {
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      "post_only": false,
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
      "use": false,
      "count": 100,
      "value": 1.5
    }
  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}